One vertex per element, one color per generator, with an edge from x to x·s.
(2,5)(6,8)(9,10,15,20)(11,17,12,16)(13,14,19,18)(21,22,23,24)(25,26,31,30)(27,34,28,32)(29,33,37,38)(35,40,36,39)(3,7)(6,8)(9,11,15,12)(10,16,20,17)(13,23,19,21)(14,22,18,24)(27,28)(29,37)(32,34)(33,38)(1,2)(3,6)(4,5)(7,8)(25,27,31,28)(26,32,30,34)(29,35,37,36)(33,39,38,40)(1,3)(2,6)(4,7)(5,8)(9,12,15,11)(10,17,20,16)(13,23,19,21)(14,22,18,24)(25,28,31,27)(26,32,30,34)(29,36,37,35)(33,39,38,40)(1,2)(3,6)(4,5)(7,8)(9,13,15,19)(10,18,20,14)(11,21,12,23)(16,22,17,24)(25,29)(26,33)(27,35)(28,36)(30,38)(31,37)(32,39)(34,40)(9,14,15,18)(10,19,20,13)(11,22,12,24)(16,21,17,23)(25,30,31,26)(27,34,28,32)(29,38,37,33)(35,40,36,39)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.